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Instantaneous control of Brownian motion with a positive lead time
Xu, Zhen
;
Zhang, Jiheng
;
Zhang, Rachel Q.
- In:
Mathematics of operations research
44
(
2019
)
3
,
pp. 943-965
Persistent link: https://www.econbiz.de/10012105819
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Semiregularity and Generalized Subdifferentials with Applications to Optimization
Birge, John R.
;
Qi, Liqun
- In:
Mathematics of operations research
18
(
1993
)
4
,
pp. 982-1005
Persistent link: https://www.econbiz.de/10006421293
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Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
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